With Entity Framework 6.1, you can now do this:
[Index("IX_FirstAndSecond", 1, IsUnique = true)]
public int FirstColumn { get; set; }
[Index("IX_FirstAndSecond", 2, IsUnique = true)]
public int SecondColumn { get; set; }
The second parameter in the attribute is where you can specify the order of the columns in the index.
More information: MSDN